#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Times;
using Cephei.QL;
using Cephei.QL.Termstructures;
using Cephei.QL.Models;
namespace Cephei.QL.Models.Equity
{
    /// <summary> 
	/// ! calibration helper for Heston model
	/// </summary>
    [Guid ("081F7BBE-EFE6-4bfc-BD12-91ECEA720393"),ComVisible(true)]
	public interface IHestonModelHelper : Cephei.QL.Models.ICalibrationHelper
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Double BlackPrice(Double volatility);
        /// <summary> 
		/// 
		/// </summary>
		 Double Maturity {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double ModelValue {get;}
    }   

    /// <summary> 
	/// ! calibration helper for Heston model Factory
	/// </summary>
   	[ComVisible(true)]
    public interface IHestonModelHelper_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    IHestonModelHelper Create (Cephei.QL.Times.IPeriod maturity, Cephei.QL.Times.ICalendar calendar, Double s0, Double strikePrice, Cephei.QL.IQuote volatility, Cephei.QL.Termstructures.IYieldTermStructure riskFreeRate, Cephei.QL.Termstructures.IYieldTermStructure dividendYield, Microsoft.FSharp.Core.FSharpOption<QL.Models.CalibrationHelper.CalibrationErrorTypeEnum> errorType, Cephei.QL.IPricingEngine QL_Pricer);
    }
}

